Generic method for class moment to compute the numerical value of a moment at a specified covariance matrix from the output of callmultmoments
Usage
## S3 method for class 'moment':
evaluate(object,sigma)
Arguments
object
an object of class 'moment'
sigma
an upper-triangular matrix of covariance terms expressed as a vector at which the moment is to be evaluated
Value
numeric value of the moment at the specified covariance matrix
Details
object is normally the output of a call to callmultmoment.
This is a list with first component the moment itself,
the second component the set of upper-triangular matrices representing the moment,
and the third component containing their corresponding coefficients.
This is an object of class 'moment'.
References
K Phillips, Symbolic Computation of the Central Moments of the Multivariate Normal Distribution, Journal of Statistical Software, 2010.
See Also
callmultmoments and the simulate and toLatex methods from the symmoments package
evaluate(callmultmoments(c(1,2,3,4)),c(4,2,1,1,3,1,1,2,1,2))
# evaluates the moment at c(1,2,3,4) at the following covariance matrix# 4 2 1 1# 2 3 1 1# 1 1 2 1# 1 1 1 2